ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
Houtan Bastani
parent
4e8dcc1a27
commit
383b12df0e
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@ -68,6 +68,6 @@ mexErrCheck('ms_estimation', err);
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[options_, oo_] = set_ms_estimation_file(options_, oo_);
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[err, oo_.ms.A0, oo_.ms.Aplus, oo_.ms.Zeta, oo_.ms.Q] = ...
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mex_ms_convert_free_parameters(options_.ms.estimation_file_tag, oo_.ms.maxparams);
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mex_ms_convert_free_parameters({{'file_tag',options_.ms.estimation_file_tag}}, oo_.ms.maxparams);
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mexErrCheck('mex_ms_convert_free_parameters', err);
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end
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@ -39,30 +39,36 @@ clean_files_for_second_type_of_mex(M_, options_, 'forecast')
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forecastdir = [options_.ms.output_file_tag filesep 'Forecast'];
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create_dir(forecastdir);
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opt = {options_.ms.estimation_file_tag, ...
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'seed', options_.DynareRandomStreams.seed, ...
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'horizon', options_.ms.horizon, ...
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'number_observations',options_.ms.forecast_data_obs ...
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'error_bands', options_.ms.error_bands, ...
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'percentiles', options_.ms.error_band_percentiles, ...
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'thin', options_.ms.thinning_factor };
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opt = { ...
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{'file_tag', options_.ms.estimation_file_tag}, ...
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{'seed', options_.DynareRandomStreams.seed}, ...
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{'horizon', options_.ms.horizon}, ...
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{'number_observations', options_.ms.forecast_data_obs}, ...
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{'error_bands', options_.ms.error_bands}, ...
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{'percentiles', options_.ms.error_band_percentiles}, ...
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{'thin', options_.ms.thinning_factor}
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};
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[err, forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shock_draws);
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[err, forecast] = mex_ms_forecast([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
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{'shocks_per_parameter', options_.ms.shock_draws}}]);
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mexErrCheck('mex_ms_forecast ergodic ', err);
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plot_ms_forecast(M_,options_,forecast,'Forecast',options_.graph_save_formats,options_.TeX);
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[err, regime_forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shock_draws,'regimes');
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[err, regime_forecast] = mex_ms_forecast([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
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{'shocks_per_parameter', options_.ms.shock_draws}, {'regimes'}}]);
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mexErrCheck('mex_ms_forecast ergodic regimes', err);
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save([forecastdir filesep 'ergodic_forecast.mat'], 'forecast', 'regime_forecast');
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if exist(options_.ms.mh_file,'file') > 0
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[err, forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
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'simulation_file',options_.ms.mh_file,'parameter_uncertainty');
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[err, forecast] = mex_ms_forecast([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
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{'shocks_per_parameter', options_.ms.shocks_per_parameter}, ...
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{'simulation_file', options_.ms.mh_file}, {'parameter_uncertainty'}}]);
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mexErrCheck('mex_ms_forecast bayesian ', err);
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plot_ms_forecast(M_,options_,forecast,'Forecast w/ Parameter Uncertainty',options_.graph_save_formats,options_.TeX);
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[err, regime_forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
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'simulation_file',options_.ms.mh_file,'parameter_uncertainty','regimes');
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[err, regime_forecast] = mex_ms_forecast([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
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{'shocks_per_parameter', options_.ms.shocks_per_parameter}, ...
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{'simulation_file', options_.ms.mh_file}, {'parameter_uncertainty','regimes'}}]);
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mexErrCheck('mex_ms_forecast bayesian regimes ', err);
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save([forecastdir filesep 'bayesian_forecast.mat'], 'forecast', 'regime_forecast');
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end
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@ -40,19 +40,21 @@ clean_files_for_second_type_of_mex(M_, options_, 'irf')
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irfdir = [options_.ms.output_file_tag filesep 'IRF'];
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create_dir(irfdir);
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opt = {options_.ms.estimation_file_tag, ...
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'seed', options_.DynareRandomStreams.seed, ...
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'horizon', options_.ms.horizon, ...
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'filtered', options_.ms.filtered_probabilities, ...
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'error_bands', options_.ms.error_bands, ...
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'percentiles', options_.ms.error_band_percentiles, ...
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'thin', options_.ms.thinning_factor };
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opt = { ...
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{'file_tag', options_.ms.estimation_file_tag}, ...
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{'seed', options_.DynareRandomStreams.seed}, ...
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{'horizon', options_.ms.horizon}, ...
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{'filtered', options_.ms.filtered_probabilities}, ...
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{'error_bands', options_.ms.error_bands}, ...
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{'percentiles', options_.ms.error_band_percentiles}, ...
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{'thin', options_.ms.thinning_factor}
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};
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[err, irf] = mex_ms_irf(opt{:}, 'free_parameters', oo_.ms.maxparams, 'shocks_per_parameter', options_.ms.shock_draws);
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[err, irf] = mex_ms_irf([opt(:)', {{'free_parameters', oo_.ms.maxparams}, {'shocks_per_parameter', options_.ms.shock_draws}}]);
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mexErrCheck('mex_ms_irf ergodic ', err);
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plot_ms_irf(M_,options_,irf,options_.varobs,'Ergodic Impulse Responses',varlist);
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[err, regime_irfs] = mex_ms_irf(opt{:}, 'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shock_draws,'regimes');
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[err, regime_irfs] = mex_ms_irf([opt(:)', {{'free_parameters',oo_.ms.maxparams}, {'shocks_per_parameter', options_.ms.shock_draws}, {'regimes'}}]);
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mexErrCheck('mex_ms_irf ergodic regimes ',err);
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for i=1:size(regime_irfs,1)
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plot_ms_irf(M_,options_,squeeze(regime_irfs(i,:,:,:)),options_.varobs,['Ergodic ' ...
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@ -61,13 +63,13 @@ end
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save([irfdir filesep 'ergodic_irf.mat'], 'irf', 'regime_irfs');
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if exist(options_.ms.mh_file,'file') > 0
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[err, irf] = mex_ms_irf(opt{:}, 'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
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'parameter_uncertainty','simulation_file',options_.ms.mh_file);
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[err, irf] = mex_ms_irf([opt(:)', {{'shocks_per_parameter', options_.ms.shocks_per_parameter}, ...
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{'parameter_uncertainty'},{'simulation_file',options_.ms.mh_file}}]);
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mexErrCheck('mex_ms_irf bayesian ',err);
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plot_ms_irf(M_,options_,irf,options_.varobs,'Impulse Responses with Parameter Uncertainty',varlist);
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[err, regime_irfs] = mex_ms_irf(opt{:}, 'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
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'simulation_file',options_.ms.mh_file,'parameter_uncertainty','regimes');
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[err, regime_irfs] = mex_ms_irf([opt(:)', {{'shocks_per_parameter', options_.ms.shocks_per_parameter}, ...
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{'simulation_file',options_.ms.mh_file},{'parameter_uncertainty'},{'regimes'}}]);
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mexErrCheck('mex_ms_irf bayesian regimes ',err);
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for i=1:size(regime_irfs,1)
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plot_ms_irf(M_,options_,squeeze(regime_irfs(i,:,:,:)),options_.varobs,['Impulse ' ...
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@ -41,28 +41,34 @@ create_dir(vddir);
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% NOTICE THAT VARIANCE DECOMPOSITION DEFAULTS TO USING THE MEAN, NOT MEDIAN OR BANDED
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opt = {options_.ms.estimation_file_tag, ...
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'seed', options_.DynareRandomStreams.seed, ...
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'horizon', options_.ms.horizon, ...
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'filtered', options_.ms.filtered_probabilities, ...
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'error_bands', options_.ms.error_bands, ...
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'percentiles', options_.ms.error_band_percentiles, ...
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'thin', options_.ms.thinning_factor, ...
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'mean'};
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opt = {
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{'file_tag', options_.ms.estimation_file_tag}, ...
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{'seed', options_.DynareRandomStreams.seed}, ...
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{'horizon', options_.ms.horizon}, ...
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{'filtered', options_.ms.filtered_probabilities}, ...
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{'error_bands', options_.ms.error_bands}, ...
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{'percentiles', options_.ms.error_band_percentiles}, ...
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{'thin', options_.ms.thinning_factor}, ...
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{'mean'} ...
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};
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[err, vd] = mex_ms_variance_decomposition(opt{:},'free_parameters',oo_.ms.maxparams,'shocks',options_.ms.shock_draws);
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[err, vd] = mex_ms_variance_decomposition([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
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{'shocks', options_.ms.shock_draws}}]);
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mexErrCheck('mex_ms_variance_decomposition ergodic ', err);
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plot_ms_variance_decomposition(M_,options_,vd, 'Ergodic Variance Decomposition',options_.graph_save_formats,options_.TeX);
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[err, regime_vd] = mex_ms_variance_decomposition(opt{:},'free_parameters',oo_.ms.maxparams,'shocks',options_.ms.shock_draws,'regimes');
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[err, regime_vd] = mex_ms_variance_decomposition([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
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{'shocks', options_.ms.shock_draws}, {'regimes'}}]);
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mexErrCheck('mex_ms_variance_decomposition ergodic regimes', err);
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save([vddir filesep 'ergodic_vd.mat'], 'vd', 'regime_vd');
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if exist(options_.ms.mh_file,'file') > 0
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[err, vd] = mex_ms_variance_decomposition(opt{:},'simulation_file',options_.ms.mh_file,'shocks',options_.ms.shocks_per_parameter,'parameter_uncertainty');
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[err, vd] = mex_ms_variance_decomposition([opt(:)', {{'simulation_file',options_.ms.mh_file}, ...
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{'shocks', options_.ms.shocks_per_parameter}, {'parameter_uncertainty'}}]);
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mexErrCheck('mex_ms_variance_decomposition bayesian ', err);
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[err, regime_vd] = mex_ms_variance_decomposition(opt{:},'simulation_file',options_.ms.mh_file,'shocks',options_.ms.shocks_per_parameter,'parameter_uncertainty','regimes');
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[err, regime_vd] = mex_ms_variance_decomposition([opt(:)', {{'simulation_file',options_.ms.mh_file}, ...
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{'shocks', options_.ms.shocks_per_parameter}, {'parameter_uncertainty'}, {'regimes'}}]);
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mexErrCheck('mex_ms_variance_decomposition bayesian regimes ', err);
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save([vddir filesep 'bayesian_vd.mat'], 'vd', 'regime_vd');
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end
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@ -37,9 +37,6 @@ void
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mexFunction(int nlhs, mxArray *plhs[],
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int nrhs, const mxArray *prhs[])
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{
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using namespace std;
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char *input_buf;
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double *free_parameters;
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int nvars, npre, nstates, nfree;
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double *aplus = NULL, *a0 = NULL, *zeta = NULL, *q = NULL;
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@ -48,23 +45,18 @@ mexFunction(int nlhs, mxArray *plhs[],
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SbvarOption *options = NULL;
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/* input must be a string */
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if (mxIsChar(prhs[0]) != 1)
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DYN_MEX_FUNC_ERR_MSG_TXT("First argument has to be a string to the init_filename.");
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if (nrhs !=2)
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DYN_MEX_FUNC_ERR_MSG_TXT("This function takes exactly two arguments");
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if (!mxIsDouble(prhs[1]))
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DYN_MEX_FUNC_ERR_MSG_TXT("Second argument is a vector of free parameters");
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if (nlhs < 4)
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DYN_MEX_FUNC_ERR_MSG_TXT("You must specify at least four output arguments [err,A0,Aplus,Zeta]");
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// copy the string data from prhs[0] into a C string input_ buf. */
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input_buf = mxArrayToString(prhs[0]);
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if (input_buf == NULL)
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DYN_MEX_FUNC_ERR_MSG_TXT("Could not convert input to string.");
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// second element should be vector of free parameters */
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free_parameters = mxGetPr(prhs[1]);
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model = initialize_model_and_options(input_buf, &options, nrhs, prhs, &nstates, &nvars, &npre, &nfree);
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model = initialize_model_and_options(&options, prhs, &nstates, &nvars, &npre, &nfree);
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if (model == NULL || options == NULL)
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DYN_MEX_FUNC_ERR_MSG_TXT("There was a problem initializing the model, can not continue");
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@ -36,10 +36,6 @@ void
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mexFunction(int nlhs, mxArray *plhs[],
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int nrhs, const mxArray *prhs[])
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{
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using namespace std;
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char *input_buf;
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double *out_buf;
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int i, j, k, s, nfree, nstates, nvars, npre, T;
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@ -52,16 +48,12 @@ mexFunction(int nlhs, mxArray *plhs[],
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int type = F_FREE;
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// Check the left hand and right hand side arguments to make sure they conform
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if (mxIsChar(prhs[0]) != 1)
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DYN_MEX_FUNC_ERR_MSG_TXT("First argument has to be a string to the init_filename.");
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if (nrhs != 1)
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DYN_MEX_FUNC_ERR_MSG_TXT("ms_forecast takes one cell array as an input argument.");
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if (nlhs != 2)
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DYN_MEX_FUNC_ERR_MSG_TXT("You must specify two output arguments.");
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// copy the string data from prhs[0] into a C string input_ buf. */
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input_buf = mxArrayToString(prhs[0]);
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if (input_buf == NULL)
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DYN_MEX_FUNC_ERR_MSG_TXT("Could not convert input to string.");
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model = initialize_model_and_options(input_buf, &options, nrhs, prhs, &nstates, &nvars, &npre, &nfree);
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model = initialize_model_and_options(&options, prhs, &nstates, &nvars, &npre, &nfree);
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if (model == NULL || options == NULL)
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DYN_MEX_FUNC_ERR_MSG_TXT("There was a problem initializing the model, can not continue");
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@ -36,8 +36,6 @@ void
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mexFunction(int nlhs, mxArray *plhs[],
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int nrhs, const mxArray *prhs[])
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{
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char *input_buf;
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double *out_buf;
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int i, j, k, s, nfree, nstates, nvars, npre;
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@ -50,16 +48,13 @@ mexFunction(int nlhs, mxArray *plhs[],
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int type = F_FREE, ergodic = 1;
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// Check the left hand and right hand side arguments to make sure they conform
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if (mxIsChar(prhs[0]) != 1)
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DYN_MEX_FUNC_ERR_MSG_TXT("First argument has to be a string to the init_filename.");
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if (nrhs != 1)
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DYN_MEX_FUNC_ERR_MSG_TXT("ms_irf takes one cell array as an input argument.");
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if (nlhs != 2)
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DYN_MEX_FUNC_ERR_MSG_TXT("You must specify two output arguments.");
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// copy the string data from prhs[0] into a C string input_ buf. */
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input_buf = mxArrayToString(prhs[0]);
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if (input_buf == NULL)
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DYN_MEX_FUNC_ERR_MSG_TXT("Could not convert input to string.");
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model = initialize_model_and_options(input_buf, &options, nrhs, prhs, &nstates, &nvars, &npre, &nfree);
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// copy the string data from prhs[0] into a C string input_ buf.
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model = initialize_model_and_options(&options, prhs, &nstates, &nvars, &npre, &nfree);
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if (model == NULL || options == NULL)
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DYN_MEX_FUNC_ERR_MSG_TXT("There was a problem initializing the model, can not continue");
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@ -348,205 +348,182 @@ initialize_sbvar_options(char *file_tag)
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}
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int
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set_options(SbvarOption *options, int nrhs, const mxArray *prhs[])
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set_options(SbvarOption *options, const mxArray *prhs[])
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{
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if (options == NULL)
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options = initialize_sbvar_options((char *) NULL);
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int i, buf_len, buf_len2;
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char *input_buf = NULL;
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double *temp_buf;
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bool shocks_passed = false;
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/* deal with optional arguments */
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for (i = 0; i < nrhs; i++)
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int num_options = mxGetN(prhs[0]);
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for (int i = 1; i < num_options; i++)
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{
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if (mxIsChar(prhs[i]) == 1)
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mxArray *this_option = mxGetCell(prhs[0],i);
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char *option_name_c = mxArrayToString(mxGetCell(this_option,0));
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string option_name (option_name_c);
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mxArray *this_option_value = NULL;
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if (mxGetN(this_option) > 1)
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this_option_value = mxGetCell(this_option,1);
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if (option_name == "horizon")
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if (this_option_value && mxIsNumeric(this_option_value))
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{
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temp_buf = (double *) mxGetData(this_option_value);
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options->horizon = (int) temp_buf[0];
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}
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else
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{
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cout << "You must pass an integer after specifying the 'horizon' option" << endl;
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return 1;
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}
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else if (option_name == "filtered")
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options->filtered_probabilities = true;
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else if (option_name == "error_bands")
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{
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buf_len = mxGetN(prhs[i])*sizeof(mxChar)+1;
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input_buf = (char *) mxMalloc(buf_len);
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mxGetString(prhs[i], input_buf, buf_len);
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free(options->percentiles);
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options->num_percentiles = 3;
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options->percentiles = new double[3];
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options->percentiles[0] = 0.16;
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options->percentiles[1] = 0.5;
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options->percentiles[2] = 0.84;
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if (strstr(input_buf, "horizon"))
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// Check if the user specified to turn off error bands
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if (this_option_value && mxIsNumeric(this_option_value))
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{
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if (nrhs >= i+1 && mxIsNumeric(prhs[i+1]))
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temp_buf = (double *) mxGetData(this_option_value);
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if (temp_buf[0] == 0)
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{
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temp_buf = (double *) mxGetData(prhs[i+1]);
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options->horizon = (int) temp_buf[0];
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}
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else
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{
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printf("You must pass an integer after specifying the 'horizon' option");
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return 1;
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options->num_percentiles = 1;
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options->percentiles = new double[1];
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options->percentiles[0] = 0.50;
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}
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}
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else if (strstr(input_buf, "filtered"))
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options->filtered_probabilities = true;
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||||
else if (strstr(input_buf, "error_bands"))
|
||||
}
|
||||
else if (option_name == "median")
|
||||
{
|
||||
free(options->percentiles);
|
||||
options->num_percentiles = 1;
|
||||
options->percentiles = new double[1];
|
||||
options->percentiles[0] = 0.5;
|
||||
}
|
||||
else if (option_name == "percentiles")
|
||||
if (this_option_value)
|
||||
{
|
||||
options->num_percentiles = mxGetN(this_option_value)
|
||||
> mxGetM(this_option_value) ? mxGetN(this_option_value)
|
||||
: mxGetM(this_option_value);
|
||||
options->percentiles = mxGetPr(this_option_value);
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "You must pass a vector after the 'percentiles' argument with the "
|
||||
<< "percentiles that you want to have computed, ex "
|
||||
<< "'percentiles',[.16 .5 .84]" << endl;
|
||||
return 1;
|
||||
}
|
||||
else if (option_name == "parameter_uncertainty")
|
||||
{
|
||||
options->parameter_uncertainty = true;
|
||||
if (shocks_passed == false)
|
||||
options->shocks = 1;
|
||||
}
|
||||
else if (option_name == "shocks" || option_name == "shocks_per_parameter")
|
||||
if (this_option_value && mxIsNumeric(this_option_value))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(this_option_value);
|
||||
options->shocks = (int) temp_buf[0];
|
||||
shocks_passed = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "You must pass an integer after specifying the 'shocks' option" << endl;
|
||||
return 1;
|
||||
}
|
||||
else if (option_name == "thin")
|
||||
if (this_option_value && mxIsNumeric(this_option_value))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(this_option_value);
|
||||
options->thin = (int) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "You must pass an integer after specifying the 'thin' option" << endl;
|
||||
return 1;
|
||||
}
|
||||
else if (option_name == "simulation_file")
|
||||
{
|
||||
char *posterior_filename = mxArrayToString(this_option_value);
|
||||
strcpy(options->simulation_filename, posterior_filename);
|
||||
if (!(options->simulation_file = fopen(posterior_filename, "rt")))
|
||||
{
|
||||
free(options->percentiles);
|
||||
options->num_percentiles = 3;
|
||||
options->percentiles = new double[3];
|
||||
options->percentiles[0] = 0.16;
|
||||
options->percentiles[1] = 0.5;
|
||||
options->percentiles[2] = 0.84;
|
||||
|
||||
// Check if the specified to turn off error bands
|
||||
if (nrhs > i+1)
|
||||
if (mxIsNumeric(prhs[i+1]))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(prhs[i+1]);
|
||||
if (temp_buf[0] == 0)
|
||||
{
|
||||
options->num_percentiles = 1;
|
||||
options->percentiles = new double[1];
|
||||
options->percentiles[0] = 0.50;
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "median"))
|
||||
{
|
||||
free(options->percentiles);
|
||||
options->num_percentiles = 1;
|
||||
options->percentiles = new double[1];
|
||||
options->percentiles[0] = 0.5;
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "percentiles"))
|
||||
{
|
||||
if (nrhs >= i+1)
|
||||
{
|
||||
options->num_percentiles = mxGetN(prhs[i+1]) > mxGetM(prhs[i+1]) ? mxGetN(prhs[i+1]) : mxGetM(prhs[i+1]);
|
||||
options->percentiles = mxGetPr(prhs[i+1]);
|
||||
}
|
||||
else
|
||||
{
|
||||
printf("You must pass a vector after the 'percentiles' argument with the percentiles that you want to have computed, ex 'percentiles',[.16 .5 .84]");
|
||||
return 1;
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "parameter_uncertainty"))
|
||||
{
|
||||
options->parameter_uncertainty = true;
|
||||
if (shocks_passed == false)
|
||||
options->shocks = 1;
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "shocks") || strstr(input_buf, "shocks_per_parameter"))
|
||||
{
|
||||
if (nrhs >= i+1 && mxIsNumeric(prhs[i+1]))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(prhs[i+1]);
|
||||
options->shocks = (int) temp_buf[0];
|
||||
shocks_passed = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
printf("You must pass an integer after specifying the 'shocks' option");
|
||||
return 1;
|
||||
}
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "thin"))
|
||||
{
|
||||
if (nrhs >= i+1 && mxIsNumeric(prhs[i+1]))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(prhs[i+1]);
|
||||
options->thin = (int) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
printf("You must pass an integer after specifying the 'thin' option");
|
||||
return 1;
|
||||
}
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "simulation_file"))
|
||||
{
|
||||
buf_len2 = mxGetN(prhs[i+1])*sizeof(mxChar)+1;
|
||||
char *posterior_filename = (char *) mxMalloc(buf_len2);
|
||||
mxGetString(prhs[i+1], posterior_filename, buf_len2);
|
||||
|
||||
strcpy(options->simulation_filename, posterior_filename);
|
||||
|
||||
if (!(options->simulation_file = fopen(posterior_filename, "rt")))
|
||||
{
|
||||
printf("The posterior simulation file does not exist");
|
||||
return 1;
|
||||
}
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "regimes"))
|
||||
{
|
||||
options->regimes = true;
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "regime"))
|
||||
{
|
||||
if (nrhs >= i+1 && mxIsNumeric(prhs[i+1]))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(prhs[i+1]);
|
||||
options->regime = (int) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
printf("You must pass an integer after specifying the 'regime' option, or alternatively you can specify 'regimes'");
|
||||
return 1;
|
||||
}
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "number_observations"))
|
||||
{
|
||||
if (nrhs >= i+1 && mxIsNumeric(prhs[i+1]))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(prhs[i+1]);
|
||||
options->number_observations = (int) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
printf("You must pass an integer after specifying the 'regime' option, or alternatively you can specify 'regimes'");
|
||||
return 1;
|
||||
}
|
||||
}
|
||||
else if (strstr(input_buf, "free_parameters"))
|
||||
{
|
||||
if (nrhs >= i+1 && mxIsNumeric(prhs[i+1]))
|
||||
{
|
||||
options->num_parameters = mxGetM(prhs[i+1]);
|
||||
options->free_parameters = mxGetPr(prhs[i+1]);
|
||||
}
|
||||
else
|
||||
{
|
||||
printf("You must pass a vector of free parameters after specifying 'free_parameters'");
|
||||
return 1;
|
||||
}
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "mean"))
|
||||
{
|
||||
options->mean = true;
|
||||
options->num_percentiles = 0;
|
||||
options->percentiles = (double *) NULL;
|
||||
|
||||
}
|
||||
else if (strstr(input_buf, "seed"))
|
||||
{
|
||||
if (nrhs >= i+1 && mxIsNumeric(prhs[i+1]))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(prhs[i+1]);
|
||||
options->seed = (long) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
printf("You must pass an integer after specifying the 'seed' option");
|
||||
return 1;
|
||||
}
|
||||
cout << "Can not open posterior file " << options->simulation_file
|
||||
<< " for reading. " << endl;
|
||||
return 1;
|
||||
}
|
||||
mxFree(posterior_filename);
|
||||
}
|
||||
else if (option_name == "regimes")
|
||||
options->regimes = true;
|
||||
else if (option_name == "regime")
|
||||
if (this_option_value && mxIsNumeric(this_option_value))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(this_option_value);
|
||||
options->regime = (int) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "You must pass an integer after specifying the 'regime' "
|
||||
<< "option, or alternatively you can specify 'regimes'" << endl;
|
||||
return 1;
|
||||
}
|
||||
else if (option_name == "number_observations")
|
||||
if (this_option_value && mxIsNumeric(this_option_value))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(this_option_value);
|
||||
options->number_observations = (int) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "You must pass an integer after specifying the "
|
||||
<< "'number_observations' option" << endl;
|
||||
return 1;
|
||||
}
|
||||
else if (option_name == "free_parameters")
|
||||
if (this_option_value && mxIsNumeric(this_option_value))
|
||||
{
|
||||
options->num_parameters = mxGetM(this_option_value);
|
||||
options->free_parameters = mxGetPr(this_option_value);
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "You must pass a vector of free parameters after "
|
||||
<< "specifying 'free_parameters'" << endl;
|
||||
return 1;
|
||||
}
|
||||
else if (option_name == "mean")
|
||||
{
|
||||
options->mean = true;
|
||||
options->num_percentiles = 0;
|
||||
options->percentiles = (double *) NULL;
|
||||
|
||||
}
|
||||
else if (option_name == "seed")
|
||||
if (this_option_value && mxIsNumeric(this_option_value))
|
||||
{
|
||||
temp_buf = (double *) mxGetData(this_option_value);
|
||||
options->seed = (long) temp_buf[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "You must pass an integer after specifying the 'seed' option" << endl;
|
||||
return 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
cout << "set_options error: option '" << option_name << "' not matched" << endl;
|
||||
return 1;
|
||||
}
|
||||
mxFree(option_name_c);
|
||||
} // End Optional Arguments
|
||||
return 0;
|
||||
}
|
||||
|
|
@ -583,16 +560,14 @@ print_sbvar_options(SbvarOption *options)
|
|||
}
|
||||
|
||||
TStateModel *
|
||||
initialize_model_and_options(char *name, SbvarOption **options, int nrhs, const mxArray *prhs[], int *nstates, int *nvars, int *npre, int *nfree)
|
||||
initialize_model_and_options(SbvarOption **options, const mxArray *prhs[], int *nstates, int *nvars, int *npre, int *nfree)
|
||||
{
|
||||
|
||||
using namespace std;
|
||||
|
||||
char *name;
|
||||
TStateModel *model = (TStateModel *) NULL;
|
||||
int ret;
|
||||
SbvarOption *opt;
|
||||
|
||||
// Initialize the StateSpace Model with the initialization file
|
||||
name = mxArrayToString(mxGetCell(mxGetCell(prhs[0],0),1));
|
||||
model = initialize_ms_model(name);
|
||||
if (model == NULL)
|
||||
{
|
||||
|
|
@ -607,7 +582,8 @@ initialize_model_and_options(char *name, SbvarOption **options, int nrhs, const
|
|||
|
||||
// Process the rest of the options
|
||||
opt = initialize_sbvar_options(name);
|
||||
if (set_options(opt, nrhs, prhs) > 0)
|
||||
mxFree(name);
|
||||
if (set_options(opt, prhs) > 0)
|
||||
{
|
||||
cout << "There was a problem with the options passed." << endl;
|
||||
return (TStateModel *) NULL;
|
||||
|
|
|
|||
|
|
@ -61,13 +61,13 @@ typedef struct sbvar_options_t {
|
|||
int file_exist(char *filename);
|
||||
char* CreateFilenameFromTag(const char *fmt,const char *tag,const char *dir);
|
||||
SbvarOption * initialize_sbvar_options(char *file_tag);
|
||||
int set_options(SbvarOption *options, int nrhs, const mxArray *prhs[]);
|
||||
int set_options(SbvarOption *options, const mxArray *prhs[]);
|
||||
int print_sbvar_options(SbvarOption *options);
|
||||
TStateModel * initialize_ms_model(char *filename);
|
||||
int get_var_dimensions(TStateModel *model, int *nstates, int *nvars, int *npre, int *nfree);
|
||||
int set_parameters_in_VAR(TStateModel *model, double *free_parameters);
|
||||
int convert_free_parameters_to_VAR(TStateModel *model, double *free_parameters, double *A0, double *Aplus, double *Zeta, double *Q );
|
||||
TStateModel * initialize_model_and_options(char *name,SbvarOption **options, int nrhs, const mxArray *prhs[], int *nstates, int *nvars, int *npre, int *nfree);
|
||||
TStateModel * initialize_model_and_options(SbvarOption **options, const mxArray *prhs[], int *nstates, int *nvars, int *npre, int *nfree);
|
||||
|
||||
#endif
|
||||
#endif
|
||||
#endif
|
||||
|
|
|
|||
|
|
@ -35,8 +35,6 @@ void
|
|||
mexFunction(int nlhs, mxArray *plhs[],
|
||||
int nrhs, const mxArray *prhs[])
|
||||
{
|
||||
|
||||
char *input_buf;
|
||||
double *out_buf;
|
||||
int i, j, k, s, nfree, nstates, nvars, npre;
|
||||
|
||||
|
|
@ -49,16 +47,12 @@ mexFunction(int nlhs, mxArray *plhs[],
|
|||
int type = F_FREE, ergodic = 1;
|
||||
|
||||
/* Check the left hand and right hand side arguments to make sure they conform */
|
||||
if (mxIsChar(prhs[0]) != 1)
|
||||
DYN_MEX_FUNC_ERR_MSG_TXT("First argument has to be a string to the init_filename.");
|
||||
if (nrhs != 1)
|
||||
DYN_MEX_FUNC_ERR_MSG_TXT("ms_variance_decomposition takes one cell array as an input argument.");
|
||||
if (nlhs != 2)
|
||||
DYN_MEX_FUNC_ERR_MSG_TXT("You must specify two output arguments.");
|
||||
|
||||
// copy the string data from prhs[0] into a C string input_ buf. */
|
||||
input_buf = mxArrayToString(prhs[0]);
|
||||
if (input_buf == NULL)
|
||||
DYN_MEX_FUNC_ERR_MSG_TXT("Could not convert input to string.");
|
||||
model = initialize_model_and_options(input_buf, &options, nrhs, prhs, &nstates, &nvars, &npre, &nfree);
|
||||
model = initialize_model_and_options(&options, prhs, &nstates, &nvars, &npre, &nfree);
|
||||
if (model == NULL || options == NULL)
|
||||
DYN_MEX_FUNC_ERR_MSG_TXT("There was a problem initializing the model, can not continue");
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue